The oldest evidence for this comes from a variety of very old texts carved into the tombs of the pyramids (called the Pyramid texts). The Egyptians conceived of the sky as being made of iron, above which was water. The oldest text, for instance, says that Unas (the Pharaoh), "will acquire the sky and splits its iron." But there are lots of other examples in the texts where the Egyptians make clear that the sky was made of iron.
For what it's worth we know that the Egyptians had meteoric iron and considered it to be valuable. King Tutankhamun, for instance, was buried with a dagger made of meteoric iron.
One of the more intriguing features around Egypt is the Gebel Kamil crater, which is an impact crater from a meteor 1.3 meters large that landed around 3000 BC, a few hundred miles to the west of the Nile in southern Egypt. It would easily have been visible to the ancient Egyptians in the sky when it fell. Amazingly, the site is so remote and meteorologically stable that it is the best preserved impact crater of its size on the planet, and it wasn't discovered until 2008 when someone stumbled across it on Google Earth.
[Shameless plug: if anyone is interesting in learning more, I recently wrapped up a three-episode series about Egyptian astronomy on my podcast about the history of astronomy: https://songofurania.com/episode/030]